+26.2%
ETR vs ARMK
+48.9%
-22.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | +2.0% | +2.4% | -0.3% | +1.9% |
| 3M | -1.7% | +6.1% | -7.7% | -1.9% |
| 6M | +3.6% | +41.8% | -38.2% | +1.4% |
| YTD | +18.0% | +55.5% | -37.5% | +14.4% |
| 1Y | +26.2% | +49.6% | -23.3% | +23.5% |
| All | +26.2% | +48.9% | -22.6% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling